Optimal dividend payments in the stochastic Ramsey model

DOI10.1016/J.SPA.2010.01.001MaRDI QIDQ963030zbMATH OpenOpenAlexFDO

Authors Hiroaki Morimoto

Publication date 8 April 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2010.01.001

zbMATH Keywords

variational inequalityviscosity solutionssingular controldividend

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Production theory, theory of the firm (91B38) Optimal stochastic control (93E20)

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• Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
• Optimal Consumption in a Growth Model with the Cobb–Douglas Production Function
• Optimal Financing of a Corporation Subject To Random Returns
• Optimization and nonsmooth analysis
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Cited in

(13)

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• Optimal dividend and risk control in diffusion models with linear costs
• Optimal dividend policy and growth option
• Singular stochastic control model for algae growth management in dam downstream
• Dividends and leverage: how to optimally exploit a non-renewable investment
• A Markov decision problem in a risk model with interest rate and Markovian environment
• Optimal dividend payout under stochastic discounting
• scientific article; zbMATH DE number 3908108 (Why is no real title available?)
• Optimal dividend paying strategy and optimal asset allocation for insurance companies and the numerical solution
• Sustainable growth rate, optimal growth rate, and optimal payout ratio: a joint optimization approach
• Modèles stochastiques de redistribution et certain aspect optimal

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